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Структурная векторная авторегрессия (SVAR)×Модель векторной авторегрессии (VAR)×
ОбластьЭконометрикаЭконометрика
СемействоRegression modelRegression model
Год появления19802005
Автор методаSims (1980); identification schemes by Blanchard & Quah (1989)Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
ТипMultivariate time series modelMultivariate time-series model
Основополагающий источникBlanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673. link ↗Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗
Другие названияSVAR, structural vector autoregression, identified VAR, structural VAR modelvector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Связанные54
СводкаStructural VAR extends the reduced-form VAR by imposing economic theory-based restrictions that identify orthogonal structural shocks. This allows researchers to disentangle the causal effects of distinct economic disturbances — such as supply versus demand shocks — and trace their dynamic propagation through a system of variables via impulse response functions and forecast error variance decompositions.Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005).
ScholarGateНабор данных
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ScholarGateСравнение методов: Structural VAR · VAR Model. Получено 2026-06-18 из https://scholargate.app/ru/compare